I think it is possible to do something like this :
set vrf name CDN protocols bgp address-family ipv4-unicast rd vpn export '65001:1050'
set vrf name CDN protocols bgp address-family ipv4-unicast redistribute connected
set vrf name CDN protocols bgp address-family ipv4-unicast route-target vpn both '65001:1050'
set vrf name CDN protocols bgp local-as '65001'
set vrf name CDN protocols bgp neighbor 172.16.50.2 address-family ipv4-unicast
set vrf name CDN protocols bgp neighbor 172.16.50.2 ebgp-multihop '2'
set vrf name CDN protocols bgp neighbor 172.16.50.2 remote-as '65050'
set vrf name CDN protocols bgp parameters default no-ipv4-unicast
set vrf name CDN protocols static route 8.8.8.0/24 interface eth2
set vrf name CDN table '300'
set vrf name MAIN protocols bgp address-family ipv4-unicast network 10.70.70.0/24
set vrf name MAIN protocols bgp address-family ipv4-unicast rd vpn export '65001:1011'
set vrf name MAIN protocols bgp address-family ipv4-unicast redistribute connected
set vrf name MAIN protocols bgp address-family ipv4-unicast route-target vpn both '65001:1011'
set vrf name MAIN protocols bgp address-family ipv4-unicast route-target vpn import '65001:1050'
set vrf name MAIN protocols bgp address-family ipv4-unicast import vrf CDN
set vrf name MAIN protocols bgp local-as '65001'
set vrf name MAIN protocols bgp neighbor 10.70.70.2 address-family ipv4-unicast
set vrf name MAIN protocols bgp neighbor 10.70.70.2 ebgp-multihop '2'
set vrf name MAIN protocols bgp neighbor 10.70.70.2 remote-as '65035'
set vrf name MAIN protocols bgp parameters default no-ipv4-unicast
but an advanced route-policy should be made to limit the prefixes in the main vrf, this is just as an example:
vyos@MAINT# run show ip route vrf all
Codes: K - kernel route, C - connected, S - static, R - RIP,
O - OSPF, I - IS-IS, B - BGP, E - EIGRP, N - NHRP,
T - Table, v - VNC, V - VNC-Direct, A - Babel, D - SHARP,
F - PBR, f - OpenFabric,
> - selected route, * - FIB route, q - queued, r - rejected, b - backup
VRF CDN:
K>* 0.0.0.0/0 [255/8192] unreachable (ICMP unreachable), 00:14:24
S>* 8.8.8.0/24 [1/0] is directly connected, eth2, weight 1, 00:13:51
B>* 20.20.20.0/24 [20/0] via 172.16.50.2, eth2, weight 1, 00:03:32
C>* 172.16.50.0/24 is directly connected, eth2, 00:14:10
VRF MAIN:
K>* 0.0.0.0/0 [255/8192] unreachable (ICMP unreachable), 00:35:47
B>* 8.8.8.0/24 [200/0] is directly connected, eth2 (vrf CDN), weight 1, 00:01:11
C>* 10.70.70.0/24 is directly connected, eth0, 00:35:37
B>* 20.20.20.0/24 [200/0] via 172.16.50.2, eth2 (vrf CDN), weight 1, 00:22:27
B>* 172.16.50.0/24 [200/0] is directly connected, eth2 (vrf CDN), weight 1, 00:22:27
however we must try a little more , because I had some problems(without mpls to import prefix)